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Level-slope-curvature : fact or artefact?
Lord, Roger; Pelsser, Antoon André Jean - In: Applied mathematical finance 14 (2007) 2, pp. 105-130
Persistent link: https://www.econbiz.de/10003542978
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Level-Slope-Curvature - Fact or Artefact?
Lord, Roger; Pelsser, Antoon - In: Applied mathematical finance 14 (2007) 2, pp. 105-130
Persistent link: https://www.econbiz.de/10008221850
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Comment on: A note on the discontinuity problem in Heston's stochastic volatility model
Lord, Roger - In: Applied mathematical finance 17 (2010) 3/4, pp. 373-376
Persistent link: https://www.econbiz.de/10008653251
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Comment on: A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model
Lord, Roger - In: Applied mathematical finance 17 (2010) 4, pp. 373-377
Persistent link: https://www.econbiz.de/10008443438